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Test Consistency with Varying Sampling Frequency

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Author Info
Perron, P.

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Abstract

This Paper Considers the Consistency Property of Some Test Statistics Based on a Time Series of Data. While Th Eusual Consistency Criterion Is Based on Keeping the Sampling Interval Fixed, We Let the Sampling Interval Take Any Path As the Sample Size Increases to Infinity. We Consider Tests of the Null Hypotheses of the Random Walk and Randomness Against Positive Autocorrelation We Show That Tests of the Unit Root Hypothesis Based on the First-Order Correlation Coefficient of the Original Data Are Consistent As Long As the Span of the Data Is Increasing. Tests of the Same Hypothesis Based on the First-Order Correlation Coefficient Using the First-Differenced Data Are Consistent Only If the Span Is Increasing At a Rate Greater Than Square Root of 'T'. on the Other Hand Tests of the Randomness Hypotheses Based on the First-Order Correlation Coefficient Applied to the Original Data Are Consistent As Long As the Span Is Not Increasing Too Fast. We Provide Monte Carlo Evidence on the Power, in Finite Samples, of the Tests Studied Allowing Various Combinations of Span and Sampling Frequencies. It Is Found That the Consistency Properties Summarize Well the Behavior of the Power in Finite Samples. the Power of Tests for a Unit Root Is More Influenced by the Span Than the Number O Observations While Tests of Randomness Are More Powerfull When a Small Sampling Frequency Is Available.

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Publisher Info
Paper provided by Universite de Montreal, Departement de sciences economiques in its series Cahiers de recherche with number 8752.

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Length: 54P. pages
Date of creation: 1987
Date of revision:
Handle: RePEc:mtl:montde:8752

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Keywords: Research Methods ; Time Series;

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  1. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Working Papers 05-44, Bank of Canada. [Downloadable!]
  2. Marcus J. Chambers, 2001. "Testing for Unit Roots with Flow Data and Varying Sampling Frequency," Economics Discussion Papers 529, University of Essex, Department of Economics. [Downloadable!]
    Other versions:
  3. Marcus J. Chambers, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 531, University of Essex, Department of Economics. [Downloadable!]
  4. Gabriel Pons Rotger, 2000. "Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions," Econometric Society World Congress 2000 Contributed Papers 1317, Econometric Society. [Downloadable!]
  5. Nasri Harb, 2003. "Money Demand Function: A heterogeneous Panel Application," Economics Working Papers 03/04-01, Department of Economics, College of Business and Economics, UAE University. [Downloadable!]
    Other versions:
  6. Georgios E. Chortareas & Rebecca L. Driver, . "PPP and the real exchange rate-real interest rate differential puzzle revisited: evidence from non-stationary panel data," Bank of England working papers 138, Bank of England. [Downloadable!]
  7. John Y. Campbell & Pierre Perron, 1992. "Racines unitaires en macroéconomie : le cas multidimensionnel," Annales d'Economie et de Statistique, ADRES, issue 27, pages 01, Juillet-S. [Downloadable!]
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